Simulating successful trajectories in Montezuma's Revenge turns out to be unsuccessful
What's exactly the point of time.sleep() in this code? I don't really understand it, you're simply stopping the execution of the program for $0.01$ seconds, how will that affect the simulator in any way ? It's not running in parallel, it does one step of the simulation when you call env.step function and returns the next state and reward. Calling sleep function only slows down the program here.  

The reason for the failure of successful trajectories, when repeated, is probably because the environment isn't stationary. That means that there are enemies or obstacles moving in the environment. If you simply repeat the trajectory that was successful once the enemies and obstacles might be in different positions and the agent will die. The reason why it succeeded the first time is because the agent got lucky. These are still valid learning trajectories because they were successful. The agent should learn reasons (features) why those trajectories were successful but not learn the trajectories themselves because, as you saw, they don't generalize well. If you plan on doing some kind of supervised learning approach you should also generate variety of unsuccessful trajectories so that the agent can learn what are correct and what are not correct actions depending on the current state in the environment.